+232.5%
AMD vs MULL
+2,561.4%
-2,328.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +11.8% | -7.1% | +1.7% |
| 7D | +2.6% | +17.3% | -14.7% | -1.7% |
| 30D | -0.9% | +23.5% | -24.4% | -6.9% |
| 3M | -8.7% | -24.0% | +15.3% | -10.4% |
| 6M | +136.3% | +276.7% | -140.4% | +45.8% |
| YTD | +123.0% | +565.1% | -442.1% | +15.8% |
| 1Y | +195.2% | +2,802.6% | -2,607.4% | -0.3% |
| All | +232.5% | +2,561.4% | -2,328.9% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling